-66.1%
S vs DOC
-22.8%
-43.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +0.6% |
| 7D | -8.2% | +8.7% | -16.9% | -10.9% |
| 30D | -7.6% | +7.6% | -15.3% | -10.1% |
| 3M | +12.0% | -5.3% | +17.2% | +13.7% |
| 6M | +50.6% | +27.6% | +23.0% | +35.2% |
| YTD | +56.6% | +32.4% | +24.2% | +37.8% |
| 1Y | +39.2% | +22.9% | +16.4% | +26.5% |
| 3Y | +45.8% | +43.1% | +2.7% | +18.0% |
| 5Y | -66.1% | -21.4% | -44.7% | -60.2% |
| All | -66.1% | -22.8% | -43.3% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling